Alex believes Abramovich should have shown more patience with the 34-year-old, despite the Blues winning a Champions League and FA Cup Double after his sacking.
He told Champions magazine: "Andre should have been given more time.
"After all, the club spent a lot of money getting him from Porto and needed to take into account that there was a new manager with new players to settle in.
Alex also revealed: "Mr Abramovich never hesitated to show up and demand more effort - there were several team meetings.
"We've met representatives of the owners, but the relationship at PSG is definitely less intense."